Dollar Cost Averaging, but with a filter question

AFL Programming
1

I am writing a dollar cost averaging formula using this:

MonthBegin = Month() != Ref( Month(), -1 ); 	
PositionSize = 200;					// $200 per month
Buy = IIf( MonthBegin, sigScaleIn, 0 );

I would like to amend this so that if C<MA(20) on the monthbegin, store that month's $200 in cash - and then when the C>MA(20) on monthbegin, buy all the missed months of cash:

Jan-March : C<MA20 - so this is 3x$200 = $600 stored as cash, not in shares
April 1st C>MA20: so buy the $200 for this month + $600 stored in cash = $800 purchase
May 1st C>MA20: just buy $200
etc...

Buy = IIf( MonthBegin, IIf(C>MA(C,20), sigScaleIn {{{AND BUY NUMBER OF MISSED MONTHS}}}, {{{STORE IN CASH}}}), 0 );

Thank you as always :slight_smile:

2

You would have to write CBT mid level code
https://www.amibroker.com/guide/a_custombacktest.html

Also see bo.Cash, sig.PosSize, ...

Here is example output (via bo.RawTextOutput()) of what you seem to try to achieve.
"No Entry,..." rows below are the ones where C < MA so just adding up $200 each time at those occasions.
14

So answer is... yes, it's possible to do that.

3

Thanks fxshrat.

As a relative newbie, any chance you could post the code you used... I'm a bit lost with the CBT

4

Hi fxshart, would you be prepared to sell the code you created for this? If so please let me know how best to sort that out. Thanks Matt